def test_removeVar2(self):
s = CyClpSimplex()
fp = os.path.join(currentFilePath, '../../input/p0033.mps')
s.extractCyLPModel(fp)
y = s.addVariable('y', 3)
s.primal()
x = s.getVarByName('x')
s.addConstraint(x[1] + y[1] >= 1.2)
#s.primal()
s.removeVariable('x')
s.primal()
s = s.primalVariableSolution
self.assertTrue((s['y'] - np.array([0, 1.2, 0]) <= 10**-6).all())
def read_instance(module_name = None, file_name = None):
if module_name is not None:
lp = CyClpSimplex()
mip = ilib.import_module(module_name)
A = np.matrix(mip.A)
#print np.linalg.cond(A)
b = CyLPArray(mip.b)
#Warning: At the moment, you must put bound constraints in explicitly for split cuts
x_l = CyLPArray([0 for _ in range(mip.numVars)])
x = lp.addVariable('x', mip.numVars)
lp += x >= x_l
try:
x_u = CyLPArray(getattr(mip, 'x_u'))
lp += x <= x_u
except:
pass
lp += (A * x <= b if mip.sense[1] == '<=' else
A * x >= b)
c = CyLPArray(mip.c)
lp.objective = -c * x if mip.sense[0] == 'Max' else c * x
return lp, x, mip.A, mip.b, mip.sense[1], mip.integerIndices
elif file_name is not None:
lp = CyClpSimplex()
m = lp.extractCyLPModel(file_name)
x = m.getVarByName('x')
integerIndices = [i for (i, j) in enumerate(lp.integerInformation) if j == True]
infinity = lp.getCoinInfinity()
sense = None
for i in range(lp.nRows):
if lp.constraintsLower[i] > -infinity:
if sense == '<=':
print "Function does not support mixed constraint..."
break
else:
sense = '>='
b = lp.constraintsLower
if lp.constraintsUpper[i] < infinity:
if sense == '>=':
print "Function does not support mixed constraint..."
break
else:
sense = '<='
b = lp.constraintsUpper
return lp, x, lp.coefMatrix, b, sense, integerIndices
else:
print "No file or module name specified..."
return None, None, None, None, None, None
def read_instance(module_name = True, file_name = None):
if module_name:
lp = CyClpSimplex()
mip = ilib.import_module(module_name)
A = np.matrix(mip.A)
#print np.linalg.cond(A)
b = CyLPArray(mip.b)
#We assume variables have zero lower bounds
x_l = CyLPArray([0 for _ in range(mip.numVars)])
x = lp.addVariable('x', mip.numVars)
lp += x >= x_l
try:
x_u = CyLPArray(getattr(mip, 'x_u'))
lp += x <= x_u
except:
pass
lp += (A * x <= b if mip.sense[1] == '<=' else
A * x >= b)
c = CyLPArray(mip.c)
lp.objective = -c * x if mip.sense[0] == 'Max' else c * x
return lp, x, mip.A, mip.b, mip.sense, mip.integerIndices
else:
#TODO Change sense of inequalities so they are all the same
# by explicitly checking lp.constraintsUpper and lp.constraintsLower
#Warning: Reading MP not well tested
lp.extractCyLPModel(file_name)
x = lp.cyLPModel.getVarByName('x')
sense = ('Min', '>=')
return lp, x, None, None, sense, integerIndices
if (firstExample):
x = m.addVariable('x', 2, isInt=True)
A = np.matrix([[7., -2.], [0., 1], [2., -2]])
b = CyLPArray([14, 3, 3])
m += A * x <= b
m += x >= 0
c = CyLPArray([-4, 1])
m.objective = c * x
s = CyClpSimplex(m)
else:
s = CyClpSimplex()
#cylpDir = os.environ['CYLP_SOURCE_DIR']
inputFile = os.path.join('..', '..', 'input', 'p0033.mps')
m = s.extractCyLPModel(inputFile)
x = m.getVarByName('x')
s.setInteger(x)
cbcModel = s.getCbcModel()
gc = GomoryCutGenerator(m)
#cbcModel.addPythonCutGenerator(gc, name='PyGomory')
#cbcModel.branchAndBound()
cbcModel.solve()
print(cbcModel.primalVariableSolution)
def __init__(self,
module_name=None,
file_name=None,
A=None,
b=None,
c=None,
points=None,
rays=None,
sense=None,
integerIndices=None,
numVars=None):
if file_name is not None:
# We got a file name, so ignore everything else and read in the instance
lp = CyClpSimplex()
lp.extractCyLPModel(file_name)
self.integerIndices = [
i for (i, j) in enumerate(lp.integerInformation) if j == True
]
infinity = lp.getCoinInfinity()
A = lp.coefMatrix
b = CyLPArray([0 for _ in range(lp.nRows)])
for i in range(lp.nRows):
if lp.constraintsLower[i] > -infinity:
if lp.constraintsUpper[i] < infinity:
raise Exception('Cannot handle ranged constraints')
b[i] = -lp.constraintsLower[i]
for j in range(lp.nCols):
A[i, j] = -A[i, j]
elif lp.constraintsUpper[i] < infinity:
b[i] = lp.constraintsUpper[i]
else:
raise Exception('Constraint with no bounds detected')
x = lp.addVariable('x', lp.nCols)
lp += A * x <= b
lp += x <= lp.variablesUpper
lp += x >= lp.variablesLower
lp.objective = lp.objective
self.sense = '<='
numVars = lp.nCols
else:
min_or_max = None
if module_name is not None:
# We got a module name, read the data from there
mip = ilib.import_module(module_name)
self.A = mip.A if hasattr(mip, 'A') else None
self.b = mip.b if hasattr(mip, 'b') else None
points = mip.points if hasattr(mip, 'points') else None
rays = mip.rays if hasattr(mip, 'rays') else None
self.c = mip.c if hasattr(mip, 'c') else None
self.sense = mip.sense[1] if hasattr(mip, 'sense') else None
min_or_max = mip.sense[0] if hasattr(mip, 'sense') else None
self.integerIndices = mip.integerIndices if hasattr(
mip, 'integerIndices') else None
x_u = CyLPArray(mip.x_u) if hasattr(mip, 'x_u') else None
numVars = mip.numVars if hasattr(mip, 'numVars') else None
self.x_sep = mip.x_sep if hasattr(mip, 'x_sep') else None
if numVars is None and mip.A is not None:
numVars = len(mip.A)
if numVars is None:
raise "Must specify number of variables when problem is not"
else:
self.A = A
self.b = b
self.c = c
self.points = points
self.rays = rays
if sense is not None:
self.sense = sense[1]
min_or_max = sense[0]
self.integerIndices = integerIndices
x_u = None
lp = CyClpSimplex()
if self.A is not None:
A = np.matrix(self.A)
b = CyLPArray(self.b)
elif numVars <= 2 and GRUMPY_INSTALLED:
p = Polyhedron2D(points=points, rays=rays)
A = np.matrix(p.hrep.A)
b = np.matrix(p.hrep.b)
else:
raise "Must specify problem in inequality form with more than two variables\n"
#Warning: At the moment, you must put bound constraints in explicitly for split cuts
x_l = CyLPArray([0 for _ in range(numVars)])
x = lp.addVariable('x', numVars)
lp += x >= x_l
if x_u is not None:
lp += x <= x_u
lp += (A * x <= b if self.sense == '<=' else A * x >= b)
c = CyLPArray(self.c)
if min_or_max == 'Max':
lp.objective = -c * x
else:
lp.objective = c * x
self.lp = lp
self.x = x
if (firstExample):
x = m.addVariable('x', 2, isInt=True)
A = np.matrix([[7., -2.],[0., 1], [2., -2]])
b = CyLPArray([14, 3, 3])
m += A * x <= b
m += x >= 0
c = CyLPArray([-4, 1])
m.objective = c * x
s = CyClpSimplex(m)
else:
s = CyClpSimplex()
cylpDir = os.environ['CYLP_SOURCE_DIR']
inputFile = os.path.join(cylpDir, 'cylp', 'input', 'p0033.mps')
m = s.extractCyLPModel(inputFile)
x = m.getVarByName('x')
s.setInteger(x)
cbcModel = s.getCbcModel()
gc = GomoryCutGenerator(m)
cbcModel.addPythonCutGenerator(gc, name='PyGomory')
cbcModel.branchAndBound()
print cbcModel.primalVariableSolution
def __init__(self, module_name = None, file_name = None,
A = None, b = None, c = None,
points = None, rays = None,
sense = None, integerIndices = None,
numVars = None):
if file_name is not None:
# We got a file name, so ignore everything else and read in the instance
lp = CyClpSimplex()
lp.extractCyLPModel(file_name)
self.integerIndices = [i for (i, j) in enumerate(lp.integerInformation) if j == True]
infinity = lp.getCoinInfinity()
A = lp.coefMatrix
b = CyLPArray([0 for _ in range(lp.nRows)])
for i in range(lp.nRows):
if lp.constraintsLower[i] > -infinity:
if lp.constraintsUpper[i] < infinity:
raise Exception('Cannot handle ranged constraints')
b[i] = -lp.constraintsLower[i]
for j in range(lp.nCols):
A[i, j] = -A[i, j]
elif lp.constraintsUpper[i] < infinity:
b[i] = lp.constraintsUpper[i]
else:
raise Exception('Constraint with no bounds detected')
x = lp.addVariable('x', lp.nCols)
lp += A * x <= b
lp += x <= lp.variablesUpper
lp += x >= lp.variablesLower
lp.objective = lp.objective
self.sense = '<='
numVars = lp.nCols
else:
min_or_max = None
if module_name is not None:
# We got a module name, read the data from there
mip = ilib.import_module(module_name)
self.A = mip.A if hasattr(mip, 'A') else None
self.b = mip.b if hasattr(mip, 'b') else None
points = mip.points if hasattr(mip, 'points') else None
rays = mip.rays if hasattr(mip, 'rays') else None
self.c = mip.c if hasattr(mip, 'c') else None
self.sense = mip.sense[1] if hasattr(mip, 'sense') else None
min_or_max = mip.sense[0] if hasattr(mip, 'sense') else None
self.integerIndices = mip.integerIndices if hasattr(mip, 'integerIndices') else None
x_u = CyLPArray(mip.x_u) if hasattr(mip, 'x_u') else None
numVars = mip.numVars if hasattr(mip, 'numVars') else None
self.x_sep = mip.x_sep if hasattr(mip, 'x_sep') else None
if numVars is None and mip.A is not None:
numVars = len(mip.A)
if numVars is None:
raise "Must specify number of variables when problem is not"
else:
self.A = A
self.b = b
self.c = c
self.points = points
self.rays = rays
if sense is not None:
self.sense = sense[1]
min_or_max = sense[0]
self.integerIndices = integerIndices
x_u = None
lp = CyClpSimplex()
if self.A is not None:
A = np.matrix(self.A)
b = CyLPArray(self.b)
elif numVars <= 2 and GRUMPY_INSTALLED:
p = Polyhedron2D(points = points, rays = rays)
A = np.matrix(p.hrep.A)
b = np.matrix(p.hrep.b)
else:
raise "Must specify problem in inequality form with more than two variables\n"
#Warning: At the moment, you must put bound constraints in explicitly for split cuts
x_l = CyLPArray([0 for _ in range(numVars)])
x = lp.addVariable('x', numVars)
lp += x >= x_l
if x_u is not None:
lp += x <= x_u
lp += (A * x <= b if self.sense == '<=' else
A * x >= b)
c = CyLPArray(self.c)
if min_or_max == 'Max':
lp.objective = -c * x
else:
lp.objective = c * x
self.lp = lp
self.x = x